CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3838 |
1.3860 |
0.0022 |
0.2% |
1.3615 |
| High |
1.3850 |
1.3884 |
0.0034 |
0.2% |
1.3835 |
| Low |
1.3818 |
1.3852 |
0.0034 |
0.2% |
1.3600 |
| Close |
1.3842 |
1.3870 |
0.0028 |
0.2% |
1.3805 |
| Range |
0.0032 |
0.0032 |
0.0000 |
0.0% |
0.0235 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
19,680 |
29,531 |
9,851 |
50.1% |
45,257 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3965 |
1.3949 |
1.3888 |
|
| R3 |
1.3933 |
1.3917 |
1.3879 |
|
| R2 |
1.3901 |
1.3901 |
1.3876 |
|
| R1 |
1.3885 |
1.3885 |
1.3873 |
1.3893 |
| PP |
1.3869 |
1.3869 |
1.3869 |
1.3873 |
| S1 |
1.3853 |
1.3853 |
1.3867 |
1.3861 |
| S2 |
1.3837 |
1.3837 |
1.3864 |
|
| S3 |
1.3805 |
1.3821 |
1.3861 |
|
| S4 |
1.3773 |
1.3789 |
1.3852 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4452 |
1.4363 |
1.3934 |
|
| R3 |
1.4217 |
1.4128 |
1.3870 |
|
| R2 |
1.3982 |
1.3982 |
1.3848 |
|
| R1 |
1.3893 |
1.3893 |
1.3827 |
1.3938 |
| PP |
1.3747 |
1.3747 |
1.3747 |
1.3769 |
| S1 |
1.3658 |
1.3658 |
1.3783 |
1.3703 |
| S2 |
1.3512 |
1.3512 |
1.3762 |
|
| S3 |
1.3277 |
1.3423 |
1.3740 |
|
| S4 |
1.3042 |
1.3188 |
1.3676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3884 |
1.3621 |
0.0263 |
1.9% |
0.0063 |
0.5% |
95% |
True |
False |
18,065 |
| 10 |
1.3884 |
1.3600 |
0.0284 |
2.0% |
0.0055 |
0.4% |
95% |
True |
False |
10,379 |
| 20 |
1.3884 |
1.3430 |
0.0454 |
3.3% |
0.0046 |
0.3% |
97% |
True |
False |
5,658 |
| 40 |
1.3905 |
1.3430 |
0.0475 |
3.4% |
0.0037 |
0.3% |
93% |
False |
False |
3,070 |
| 60 |
1.3905 |
1.3430 |
0.0475 |
3.4% |
0.0031 |
0.2% |
93% |
False |
False |
2,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4020 |
|
2.618 |
1.3968 |
|
1.618 |
1.3936 |
|
1.000 |
1.3916 |
|
0.618 |
1.3904 |
|
HIGH |
1.3884 |
|
0.618 |
1.3872 |
|
0.500 |
1.3868 |
|
0.382 |
1.3864 |
|
LOW |
1.3852 |
|
0.618 |
1.3832 |
|
1.000 |
1.3820 |
|
1.618 |
1.3800 |
|
2.618 |
1.3768 |
|
4.250 |
1.3716 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3869 |
1.3851 |
| PP |
1.3869 |
1.3831 |
| S1 |
1.3868 |
1.3812 |
|